# Predicting the present with Bayesian structural time series

@article{Scott2014PredictingTP, title={Predicting the present with Bayesian structural time series}, author={S. L. Scott and H. Varian}, journal={Int. J. Math. Model. Numer. Optimisation}, year={2014}, volume={5}, pages={4-23} }

This article describes a system for short term forecasting based on an ensemble prediction that averages over different combinations of predictors. The system combines a structural time series model for the target series with regression component capturing the contributions of contemporaneous search query data. A spike-and-slab prior on the regression coefficients induces sparsity, dramatically reducing the size of the regression problem. Our system averages over potential contributions from a… Expand

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